+165.3%
IWM vs NFLX
+692.5%
-527.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NFLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.5% | -8.1% | +5.5% | -0.9% |
| 30D | -4.4% | +1.6% | -6.0% | -4.9% |
| 3M | +2.2% | -7.3% | +9.6% | +3.4% |
| 6M | +14.0% | -21.6% | +35.6% | +18.9% |
| YTD | +17.4% | -18.9% | +36.3% | +21.0% |
| 1Y | +22.9% | -39.1% | +62.0% | +34.2% |
| 3Y | +62.1% | +71.7% | -9.6% | +39.2% |
| 5Y | +38.2% | +27.0% | +11.2% | +18.3% |
| All | +165.3% | +692.5% | -527.3% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NFLX.
Daily Out/Under-Performance
Portfolio return minus NFLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NFLX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NFLX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling